+555.9%
CVS vs FXI
+204.0%
+351.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | +12.0% | -1.9% | +13.9% | +12.5% |
| 30D | +2.8% | -0.6% | +3.4% | +2.7% |
| 3M | -3.6% | -4.9% | +1.3% | -2.7% |
| 6M | -1.6% | -8.8% | +7.2% | +0.2% |
| YTD | +16.3% | -10.7% | +27.0% | +18.9% |
| 1Y | +15.5% | -15.2% | +30.8% | +19.7% |
| 3Y | +48.1% | +42.5% | +5.6% | +30.3% |
| 5Y | +12.3% | -7.8% | +20.1% | +7.6% |
| 10Y | +62.7% | +20.0% | +42.7% | +39.9% |
| All | +555.9% | +204.0% | +351.9% | +276.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FXI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling